| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 39,184 | 1,887,615 | 109,732 | 14,923 | 184 | 47,273,398 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -924,216 | 924,216 | -922,236 | 62,228 |
| 1 | 963,400 | 963,400 | 1,031,968 | -47,306 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | -4,757 | -13,059 | -2,243 | 36,945 | 0.56 | 0.094 | 2,411 |
| CN | 52 | 28,127 | -528,087 | 107,841 | 1,299,204 | 1.29 | 0.079 | -7,708 |
| HK | 11 | 47,772 | -8,137 | -7,016 | 70,611 | 1.33 | 0.086 | 1,330 |
| JP | 81 | 15,647 | -92,706 | 17,194 | 348,489 | 0.66 | 0.074 | 9,364 |
| KR | 2 | 5,442 | 0 | 1,323 | 5,442 | 0.52 | 0.210 | 1,228 |
| NZ | 3 | -76,367 | -76,367 | -14,961 | 76,367 | 0.20 | 0.075 | 6,009 |
| SG | 5 | 14,633 | 0 | 7,094 | 14,633 | 0.49 | 0.055 | 478 |
| TH | 9 | 4,086 | 0 | -3,060 | 31,323 | 0.41 | 0.199 | 1,117 |
| TW | 1 | 4,602 | 0 | 3,560 | 4,602 | 0.77 | 0.151 | 695 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -20,851 | -13,059 | -9,502 | 20,851 | 0.58 | -0.126 | 2,340 |
| 1 | 10 | 16,094 | 0 | 7,259 | 16,094 | 0.55 | -0.035 | 70 | |
| CN | -1 | 33 | -635,539 | -528,087 | -769,932 | 635,539 | 1.28 | -0.004 | 48,664 |
| 1 | 19 | 663,665 | 0 | 877,773 | 663,665 | 1.32 | -0.056 | -56,372 | |
| HK | -1 | 8 | -11,419 | -8,137 | -15,812 | 11,419 | 1.31 | -0.042 | 337 |
| 1 | 3 | 59,192 | 0 | 8,797 | 59,192 | 1.39 | 0.186 | 993 | |
| JP | -1 | 42 | -166,421 | -92,706 | -103,307 | 166,421 | 0.65 | -0.043 | 7,728 |
| 1 | 39 | 182,068 | 0 | 120,502 | 182,068 | 0.68 | 0.020 | 1,635 | |
| KR | 1 | 2 | 5,442 | 0 | 1,323 | 5,442 | 0.52 | 0.210 | 1,228 |
| NZ | -1 | 3 | -76,367 | -76,367 | -14,961 | 76,367 | 0.20 | -0.075 | 6,009 |
| SG | 1 | 5 | 14,633 | 0 | 7,094 | 14,633 | 0.49 | 0.023 | 478 |
| TH | -1 | 5 | -13,619 | 0 | -8,721 | 13,619 | 0.51 | 0.180 | -2,850 |
| 1 | 4 | 17,704 | 0 | 5,662 | 17,704 | 0.28 | 0.222 | 3,967 | |
| TW | 1 | 1 | 4,602 | 0 | 3,560 | 4,602 | 0.77 | 0.151 | 695 |